Closing your eyes while you sneeze is a reflex, and it is nearly (although not totally) impossible to keep them open while sneezing. There are many theories about why this reflex developed; some have been discredited while others have more support, but the bottom line is that no one is sure why we have this reflex.

The idea that closing the eyes during a sneeze is to protect the eye from microorganism ejected during a sneeze is probably not true, because a) if you are sneezing out a microorganism, it's already in your body so you don't need to be protected from that one, and b) sneezes are so forceful that the droplets ejected from a sneeze fly far from your own face; other people around you are the ones who need protection from your sneeze droplets, not you.

The most likely theory is that you close your eyes during a sneeze because the pressure of the eyelids against the cornea helps to protect the eyes from developing a subconjunctival hemorrhage, or a broken blood vessel on the surface of the eyeball. This theory is supported bythe fact that some very forceful sneezes do in fact cause such broken vessels; scientist think that they would happen more frequently if you didn't close your eyes while sneezing.

Some people can sneeze with their eyes open and some people can’t. Sneezing is a reflex and so is closing our eyes. We have no control over whether or not we close our eyes when we sneeze. Some people don’t have reflex, so when they sneeze then their eyes won’t close. Some people try to close their eyes so when they sneeze their eyes won’t pop out. Your eyes don’t really pop out. People without the reflex to sneeze with their eyes open can try to train themselves to sneeze with their eyes open. One good way to do this is if when you sneeze you hold your eyes open.